+1,182.7%
FITB vs SUI
+4,008.3%
-2,825.7%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.4% |
| 7D | +0.8% | -3.8% | +4.7% | +3.5% |
| 30D | +7.3% | +3.9% | +3.4% | +4.1% |
| 3M | -6.3% | +0.2% | -6.5% | -7.1% |
| 6M | +12.6% | -4.2% | +16.7% | +14.6% |
| YTD | +18.0% | -2.5% | +20.5% | +18.1% |
| 1Y | +28.9% | -4.0% | +32.9% | +30.3% |
| 3Y | +139.4% | +16.5% | +122.9% | +103.4% |
| 5Y | +47.2% | -27.2% | +74.4% | +67.7% |
| 10Y | +213.0% | +119.6% | +93.5% | +48.0% |
| All | +1,182.7% | +4,008.3% | -2,825.7% | +10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SUI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling